Updated pipeline.get_prediction_intervals() to add trend prediction interval information from STL decomposer - #4093
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Codecov Report
@@ Coverage Diff @@
## main #4093 +/- ##
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+ Coverage 99.7% 99.7% +0.1%
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Files 349 349
Lines 37588 37644 +56
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+ Hits 37469 37525 +56
Misses 119 119
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pipeline.get_prediction_intervals() to add trend prediction interval information from STL decomposer
eccabay
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Looks pretty good! Just a few comments about code conciseness and expected behavior.
… with unbuilt wheels.
chukarsten
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Thanks for refactoring some of that code out of _project_trend(), definitely looks more concise. Left a few comments to address, but looking forward to getting this out!
| if coverage is None: | ||
| coverage = [0.95] |
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Dumb question, and I'm guilty of doing this too, why not just have this be the default value in the function def?
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| has_stl = STLDecomposer.name in list( | ||
| self.component_graph.component_instances.keys(), | ||
| ) |
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Of course, I suggested we use STLDecomposer.name, but now on the heels of Jeremy's work I feel like we should follow his lead and check for any(isinstance(c, STLDecomposer) for c in self.component_graph.component_instances.values() instead 😅 just to be safe
| stl.fit(X_train, y_train) | ||
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| def assert_pred_interval_coverage(pred_interval): | ||
| expected_coverage = [0.95] if coverage is None else coverage |
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Should we check here that there aren't any other cover values that got added somehow? i.e. when expected_coverage = [0.95] we only have the two columns?
Resolves #4060